parent
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commit
c5180edb1b
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/CoreLog/
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@ -1,12 +1,12 @@
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<?xml version="1.0" encoding="UTF-8"?>
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<project version="4">
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<component name="Encoding">
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<file url="file://$PROJECT_DIR$/1.18.1.0/include/DADataType.h" charset="UTF-8" />
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<file url="file://$PROJECT_DIR$/1.18.1.0/include/DAFutureApi.h" charset="UTF-8" />
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<file url="file://$PROJECT_DIR$/1.18.1.0/include/DAFutureStruct.h" charset="UTF-8" />
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<file url="file://$PROJECT_DIR$/1.18.1.0/include/DAMarketApi.h" charset="UTF-8" />
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<file url="file://$PROJECT_DIR$/1.18.1.0/include/DAMarketStruct.h" charset="UTF-8" />
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<file url="file://$PROJECT_DIR$/1.18.1.0/include/DAStockApi.h" charset="UTF-8" />
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<file url="file://$PROJECT_DIR$/1.18.1.0/include/DAStockStruct.h" charset="UTF-8" />
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<file url="file://$PROJECT_DIR$/SDK/1.18.1.0/include/DADataType.h" charset="UTF-8" />
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<file url="file://$PROJECT_DIR$/SDK/1.18.1.0/include/DAFutureApi.h" charset="UTF-8" />
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<file url="file://$PROJECT_DIR$/SDK/1.18.1.0/include/DAFutureStruct.h" charset="UTF-8" />
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<file url="file://$PROJECT_DIR$/SDK/1.18.1.0/include/DAMarketApi.h" charset="UTF-8" />
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<file url="file://$PROJECT_DIR$/SDK/1.18.1.0/include/DAMarketStruct.h" charset="UTF-8" />
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<file url="file://$PROJECT_DIR$/SDK/1.18.1.0/include/DAStockApi.h" charset="UTF-8" />
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<file url="file://$PROJECT_DIR$/SDK/1.18.1.0/include/DAStockStruct.h" charset="UTF-8" />
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</component>
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</project>
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@ -1,28 +0,0 @@
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package main
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import (
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directaccess "git.yhrjkj.com/YuanHong/go_DAAPI/1.18.1.0/demo/swig"
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"unsafe"
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)
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func main() {
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mk := directaccess.NewCMarketReqMarketDataField()
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defer directaccess.DeleteCMarketReqMarketDataField(mk)
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marketData := directaccess.NewTDAStringTypeArray(directaccess.MAX_SUB_COUNT)
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defer directaccess.DeleteTDAStringTypeArray(marketData)
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for i := 0; i < directaccess.MAX_SUB_COUNT; i++ {
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str := directaccess.NewTDAStringTypeArray(directaccess.DA_STR_SIZE)
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k := "hello"
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for _i, i2 := range k {
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str.Setitem(_i, byte(i2))
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}
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marketData.Setitem(i, str.Cast()[0])
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}
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mk.SetMarketTrcode((*string)(unsafe.Pointer(marketData.Swigcptr())))
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}
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@ -1,156 +0,0 @@
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/////////////////////////////////////////////////////////////////////////
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/// DriectAccess Trade Engine
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/// Copyright (C) Shanghai DirectAccess Technology Co., Ltd.
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/// Last Modify 2019/3/18
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/// Define Market Struct
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/// Author (c) Wang Jian Quan (Franklin)
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/////////////////////////////////////////////////////////////////////////
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#pragma once
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#include "DADataType.h"
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namespace Directaccess {
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// 错误描述
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struct CMarketRspInfoField
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{
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TDAIntType ErrorID; // 错误码
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TDAStringType ErrorMsg; // 错误描述
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};
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// 用户登录请求
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struct CMarketReqUserLoginField
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{
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TDAStringType UserId; // 用户标识
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TDAStringType UserPwd; // 用户密码
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TDAStringType UserType; // 用户类型
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TDAStringType MacAddress; // MAC地址
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TDAStringType ComputerName; // 计算机名
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TDAStringType SoftwareName; // 软件名称
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TDAStringType SoftwareVersion; // 软件版本号
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TDAStringType AuthorCode; // 授权码
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TDAStringType ErrorDescription; // 错误信息
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TDAStringType BrokerIDForMarketPrice; // 行情专用的经纪商识别号,与交易无关
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};
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// 用户登录返回
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struct CMarketRspUserLoginField
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{
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TDAStringType UserName; // 用户名
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TDAStringType UserPwd; // 登录密码
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TDAStringType UserType; // 用户类型
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};
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// 用户登出请求
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struct CMarketReqUserLogoutField
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{
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TDAStringType BrokerID; // 经纪公司代码
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TDAStringType UserId; // 用户代码
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TDAStringType ErrorDescription; // 错误信息
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};
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// 订阅行情请求
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struct CMarketReqMarketDataField
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{
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TDACharType MarketType; // 金融类型
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TDACharType SubscMode; // 行情种类
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TDAIntType MarketCount; // 单次最大订阅数
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TDAStringType MarketTrcode[MAX_SUB_COUNT]; // 单次最大订阅合约
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TDAStringType ErrorDescription; // 错误信息
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};
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// 返回行情数据
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struct CMarketRspMarketDataField
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{
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TDAStringType ExchangeCode; // 交易所代码
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TDAStringType TreatyCode; // 合约代码
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TDAStringType BuyPrice; // 买价
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TDAStringType BuyNumber; // 买量
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TDAStringType SalePrice; // 卖价
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TDAStringType SaleNumber; // 卖量
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TDAStringType CurrPrice; // 最新价
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TDAStringType CurrNumber; // 最新量
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TDAStringType High; // 当天最高价
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TDAStringType Low; // 当天最低价
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TDAStringType Open; // 开盘价
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TDAStringType IntradaySettlePrice; // 当日盘中结算价(股票：收盘价)
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TDAStringType Close; // 当天结算价
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TDAStringType Time; // 行情时间
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TDAStringType FilledNum; // 成交量
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TDAStringType HoldNum; // 持仓量
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TDAStringType BuyPrice2; // 买价2
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TDAStringType BuyPrice3; // 买价3
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TDAStringType BuyPrice4; // 买价4
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TDAStringType BuyPrice5; // 买价5
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TDAStringType BuyNumber2; // 买量2
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TDAStringType BuyNumber3; // 买量3
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TDAStringType BuyNumber4; // 买量4
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TDAStringType BuyNumber5; // 买量5
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TDAStringType SalePrice2; // 卖价2
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TDAStringType SalePrice3; // 卖价3
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TDAStringType SalePrice4; // 卖价4
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TDAStringType SalePrice5; // 卖价5
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TDAStringType SaleNumber2; // 卖量2
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TDAStringType SaleNumber3; // 卖量3
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TDAStringType SaleNumber4; // 卖量4
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TDAStringType SaleNumber5; // 卖量5
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TDAStringType HideBuyPrice; // 隐藏买价
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TDAStringType HideBuyNumber; // 隐藏买量
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TDAStringType HideSalePrice; // 隐藏卖价
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TDAStringType HideSaleNumber; // 隐藏卖量
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TDAStringType LimitDownPrice; // 跌停价
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TDAStringType LimitUpPrice; // 涨停价
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TDAStringType TradeDay; // 交易日
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TDAStringType BuyPrice6; // 买价6
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TDAStringType BuyPrice7; // 买价7
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TDAStringType BuyPrice8; // 买价8
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TDAStringType BuyPrice9; // 买价9
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TDAStringType BuyPrice10; // 买价10
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TDAStringType BuyNumber6; // 买量6
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TDAStringType BuyNumber7; // 买量7
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TDAStringType BuyNumber8; // 买量8
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TDAStringType BuyNumber9; // 买量9
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TDAStringType BuyNumber10; // 买量10
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TDAStringType SalePrice6; // 卖价6
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TDAStringType SalePrice7; // 卖价7
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TDAStringType SalePrice8; // 卖价8
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TDAStringType SalePrice9; // 卖价9
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TDAStringType SalePrice10; // 卖价10
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TDAStringType SaleNumber6; // 卖量6
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TDAStringType SaleNumber7; // 卖量7
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TDAStringType SaleNumber8; // 卖量8
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TDAStringType SaleNumber9; // 卖量9
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TDAStringType SaleNumber10; // 卖量10
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TDAStringType TradeFlag; // 港交所股票行情：成交类型
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TDAStringType DataTimestamp; // 交易所数据时间戳
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TDAStringType DataSourceId; // 数据来源
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TDAStringType CanSellVol; // 可卖空股数（美股行情用）
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TDAStringType QuoteType; // 行情区分
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TDAStringType AggressorSide; // 主动买或主动卖
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TDAStringType PreSettlementPrice; // 昨结算（股票：昨收盘价）
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};
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// 订阅经济商请求
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struct CMarketReqBrokerDataField
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{
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TDAStringType ContCode; // 合约代码
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TDAStringType ErrorDescription; // 错误信息
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};
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// 返回经济商数据
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struct CMarketRspBrokerDataField
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{
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TDABrokerType BrokerData; // 经济商数据
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};
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// 推送交易日结构体
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struct CMarketRspTradeDateField
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{
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TDAStringType TradeDate; // 交易日期
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TDAStringType TradeProduct; // 交易产品
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};
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}
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#!/bin/sh
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swig -includeall -c++ -go -intgosize 64 -cgo *.i
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%module directaccess
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%{
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#include "DAMarketStruct.h"
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%}
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//%include "typemaps.i"
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//%apply char** INPUT{TDAStringType MarketTrcode[MAX_SUB_COUNT]}
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//%ignore MarketTrcode;
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%include "carrays.i"
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%array_class(char, TDAStringTypeArray);
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typemap(gotype) (const char * const *) "[]string";
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%include "DAMarketStruct.h"
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%inline %{
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// go -> C++ -> go
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// 如何实现：
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// 1. 定义callbacks 用于回调
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// 2. 使用director指导swig将 callbacks
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bool check1(char *c, int v, const char * const *strarray) {
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return true;
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}
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%}
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@ -1,284 +0,0 @@
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/////////////////////////////////////////////////////////////////////////
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/// DriectAccess Trade Engine
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/// Copyright (C) Shanghai DirectAccess Technology Co., Ltd.
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/// Last Modify 2019/3/18
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/// Define DataType For API
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/// Author (c) Wang Jian Quan (Franklin)
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/////////////////////////////////////////////////////////////////////////
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#pragma once
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namespace Directaccess{
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#define DA_STR_SIZE 256
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#define TRADE_MAX_NUM_ONE_PAGE (5000) //update 2020.04.30 ywh
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#define MAX_BROKER 4096
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#define DAAPI_VERSION "1.18.1.0"
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#ifdef _WIN32
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#ifdef LIB_DA_API_EXPORT
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#define DA_API_EXPORT __declspec(dllexport)
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#else
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#define DA_API_EXPORT __declspec(dllimport)
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#endif
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#else
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#define DA_API_EXPORT
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#endif
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typedef char TDACharType;
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typedef char TDAStringType[DA_STR_SIZE];
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typedef char TDABrokerType[MAX_BROKER];
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typedef int TDAIntType;
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typedef int TDAVolumeType;
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typedef double TDADoubleType;
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typedef double TDAPriceType;
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typedef double TDAMoneyType;
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/// 单次最大订阅退订数
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#define MAX_SUB_COUNT 20
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/////////////////////////////////////////////////////////////////////////
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/// 订阅行情种类
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/////////////////////////////////////////////////////////////////////////
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/// 股票
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#define DAF_TYPE_Stock 'S'
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/// 期货
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#define DAF_TYPE_Future 'D'
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/// 未知
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#define DAF_TYPE_Unknown 0
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/////////////////////////////////////////////////////////////////////////
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/// 订阅类型
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/////////////////////////////////////////////////////////////////////////
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/// 追加订阅
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#define DAF_SUB_Append '1'
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/// 替换订阅
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#define DAF_SUB_Replace '2'
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/// 退订
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#define DAF_SUB_Unsubcribe '3'
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/// 退订所有
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#define DAF_SUB_UnsubcribeAll '4'
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/////////////////////////////////////////////////////////////////////////
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/// 行情数据类型
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/////////////////////////////////////////////////////////////////////////
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/// 完整行情数据
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#define DAF_Market_Full 'Z'
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/// 成交行情数据
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#define DAF_Market_Fill 'Y'
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/// 空字符串 empty std::string
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#define EMPTY_STRING ""
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/////////////////////////////////////////////////////////////////////////
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//// Derivative define start
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/////////////////////////////////////////////////////////////////////////
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/// 买还是卖: DERIVATIVE_BID=买, DERIVATIVE_ASK=卖
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/// Bid or ask: DERIVATIVE_BID=bid, DERIVATIVE_ASK=ask
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#define DERIVATIVE_BID "1"
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#define DERIVATIVE_ASK "2"
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///开仓还是平仓
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///open/close position flag
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#define DERIVATIVE_OPEN_POS_FLAG "1"
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#define DERIVATIVE_CLOSE_POS_FLAG "2"
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///订单类型
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///order type
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// 定单类型：
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// DERIVATIVE_LIMIT_ORDER=限价单, DERIVATIVE_MARKET_ORDER=市价单
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// DERIVATIVE_LIMIT_STOP_ORDER=限价止损，DERIVATIVE_STOP_LOSS_ORDER=止损
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// Order type:
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// DERIVATIVE_LIMIT_ORDER=limit order, DERIVATIVE_MARKET_ORDER=market order
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// DERIVATIVE_LIMIT_STOP_ORDER=limit stop order ,DERIVATIVE_STOP_LOSS_ORDER=stop loss order
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#define DERIVATIVE_LIMIT_ORDER "1"
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#define DERIVATIVE_MARKET_ORDER "2"
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#define DERIVATIVE_LIMIT_STOP_ORDER "3"
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#define DERIVATIVE_STOP_LOSS_ORDER "4"
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///有效日期
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///order time in force
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// 有效日期:
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// DERIVATIVE_TDY_TIF=当日有效, DERIVATIVE_GTC_TIF=永久有效（GTC），DERIVATIVE_OPG_TIF=OPG,DERIVATIVE_IOC_TIF4=IOC
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// DERIVATIVE_FOK_TIF=FOK，DERIVATIVE_GTD_TIF=GTD，DERIVATIVE_ATC_TIF=ATC，DERIVATIVE_FAK_TIF=FAK
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// Order time in force:
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// DERIVATIVE_TDY_TIF=the day only,DERIVATIVE_GTC_TIF=GTC,DERIVATIVE_OPG_TIF=OPG,DERIVATIVE_IOC_TIF=IOC
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// DERIVATIVE_FOK_TIF=FOK,DERIVATIVE_GTD_TIF=GTD,DERIVATIVE_ATC_TIF=ATC,DERIVATIVE_FAK_TIF=FAK
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#define DERIVATIVE_TDY_TIF "1"
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#define DERIVATIVE_GTC_TIF "2"
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#define DERIVATIVE_OPG_TIF "3"
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#define DERIVATIVE_IOC_TIF "4"
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#define DERIVATIVE_FOK_TIF "5"
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#define DERIVATIVE_GTD_TIF "6"
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#define DERIVATIVE_ATC_TIF "7"
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#define DERIVATIVE_FAK_TIF "8"
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///订单状态
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///Order state
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// 订单状态:
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// DERIVATIVE_ORDER_STATE1=已请求； DERIVATIVE_ORDER_STATE2=已排队； DERIVATIVE_ORDER_STATE3=部分成交
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// DERIVATIVE_ORDER_STATE4=完全成交；DERIVATIVE_ORDER_STATE5=已撤余单；DERIVATIVE_ORDER_STATE6=已撤单
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// DERIVATIVE_ORDER_STATE7=指令失败；DERIVATIVE_ORDER_STATE8=待送出； DERIVATIVE_ORDER_STATE9=待更改；
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// DERIVATIVE_ORDER_STATEA=待撤单
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// Order state:
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// DERIVATIVE_ORDER_STATE1=requested
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// DERIVATIVE_ORDER_STATE2=be queuing
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// DERIVATIVE_ORDER_STATE3=some orders were closed
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// DERIVATIVE_ORDER_STATE4=full order
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// DERIVATIVE_ORDER_STATE5=the remaining order has been cancelled
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// DERIVATIVE_ORDER_STATE6=order has been cancelled
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// DERIVATIVE_ORDER_STATE7=command failure
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// DERIVATIVE_ORDER_STATE8=the command is waiting to be sent
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// DERIVATIVE_ORDER_STATE9=the command is waiting to be changed
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// DERIVATIVE_ORDER_STATEA=the command is waiting to be cancelled
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#define DERIVATIVE_ORDER_STATE1 "1"
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#define DERIVATIVE_ORDER_STATE2 "2"
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#define DERIVATIVE_ORDER_STATE3 "3"
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#define DERIVATIVE_ORDER_STATE4 "4"
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#define DERIVATIVE_ORDER_STATE5 "5"
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#define DERIVATIVE_ORDER_STATE6 "6"
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#define DERIVATIVE_ORDER_STATE7 "7"
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#define DERIVATIVE_ORDER_STATE8 "8"
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#define DERIVATIVE_ORDER_STATE9 "9"
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#define DERIVATIVE_ORDER_STATEA "A"
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// 是否模拟用户：DERIVATIVE_IS_SIMULATED_USER=是；DERIVATIVE_IS_NOT_SIMULATED_USER or other：不是
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//Simulated user:
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// DERIVATIVE_IS_SIMULATED_USER=is a simulated user
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// DERIVATIVE_IS_NOT_SIMULATED_USER or other = is not a simulated user
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#define DERIVATIVE_IS_SIMULATED_USER "1"
|
||||
#define DERIVATIVE_IS_NOT_SIMULATED_USER "0"
|
||||
|
||||
// Order is cancelled:
|
||||
// DERIVATIVE_ORDER_IS_NOT_CANCELLED=order is not cancelled
|
||||
// DERIVATIVE_ORDER_IS_CANCELLED=order is cancelled
|
||||
#define DERIVATIVE_ORDER_IS_NOT_CANCELLED "0"
|
||||
#define DERIVATIVE_ORDER_IS_CANCELLED "1"
|
||||
|
||||
//持仓类型:
|
||||
// DERIVATIVE_POSITION_TYPE_Y=昨仓,DERIVATIVE_POSITION_TYPE_T=今仓
|
||||
//Position type:
|
||||
// DERIVATIVE_POSITION_TYPE_Y=yesterday position, DERIVATIVE_POSITION_TYPE_T=today position
|
||||
#define DERIVATIVE_POSITION_TYPE_Y "0"
|
||||
#define DERIVATIVE_POSITION_TYPE_T "1"
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
//// End of derivative define
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
|
||||
|
||||
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
//// Stock define start
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
|
||||
// 持仓方向:
|
||||
// STOCK_POSITION_FLAG_LONG=买方向，STOCK_POSITION_FLAG_SHORT=卖方向
|
||||
// The position direction flag:
|
||||
// STOCK_POSITION_FLAG_LONG=long position,STOCK_POSITION_FLAG_SHORT=short position
|
||||
#define STOCK_POSITION_FLAG_LONG "1"
|
||||
#define STOCK_POSITION_FLAG_SHORT "2"
|
||||
|
||||
// 买还是卖: STOCK_BID=买, STOCK_ASK=卖
|
||||
// Bid or ask: STOCK_BID=bid, STOCK_ASK=ask
|
||||
#define STOCK_BID "1"
|
||||
#define STOCK_ASK "2"
|
||||
|
||||
// 开仓还是平仓:
|
||||
// STOCK_OPEN_POS_FLAG=开仓,STOCK_OPEN_POS_FLAG=平仓
|
||||
// open/close position flag:
|
||||
// STOCK_OPEN_POS_FLAG=open position,STOCK_CLOSE_POS_FLAG=close position
|
||||
#define STOCK_OPEN_POS_FLAG "1"
|
||||
#define STOCK_CLOSE_POS_FLAG "2"
|
||||
|
||||
|
||||
///订单类型
|
||||
///order type
|
||||
// 定单类型：
|
||||
// STOCK_LIMIT_ORDER=限价单, STOCK_MARKET_ORDER=市价单
|
||||
// STOCK_LIMIT_STOP_ORDER=限价止损，STOCK_STOP_LOSS_ORDER=止损
|
||||
// Order type:
|
||||
// STOCK_LIMIT_ORDER=limit order, STOCK_MARKET_ORDER=market order
|
||||
// STOCK_LIMIT_STOP_ORDER=limit stop order ,STOCK_STOP_LOSS_ORDER=stop loss order
|
||||
|
||||
#define STOCK_LIMIT_ORDER "1"
|
||||
#define STOCK_MARKET_ORDER "2"
|
||||
#define STOCK_LIMIT_STOP_ORDER "3"
|
||||
#define STOCK_STOP_LOSS_ORDER "4"
|
||||
|
||||
///有效日期
|
||||
///order time in force
|
||||
// 有效日期:
|
||||
// STOCKE_TDY_TIF=当日有效, STOCK_GTC_TIF=永久有效（GTC），STOCK_OPG_TIF=OPG,STOCK_IOC_TIF4=IOC
|
||||
// STOCK_FOK_TIF=FOK，STOCK_GTD_TIF=GTD，STOCK_ATC_TIF=ATC，STOCK_FAK_TIF=FAK
|
||||
// Order time in force:
|
||||
// STOCK_TDY_TIF=the day only,STOCK_GTC_TIF=GTC,STOCK_OPG_TIF=OPG,STOCK_IOC_TIF=IOC
|
||||
// STOCK_FOK_TIF=FOK,STOCK_GTD_TIF=GTD,STOCK_ATC_TIF=ATC,STOCK_FAK_TIF=FAK
|
||||
#define STOCK_TDY_TIF "1"
|
||||
#define STOCK_GTC_TIF "2"
|
||||
#define STOCK_OPG_TIF "3"
|
||||
#define STOCK_IOC_TIF "4"
|
||||
#define STOCK_FOK_TIF "5"
|
||||
#define STOCK_GTD_TIF "6"
|
||||
#define STOCK_ATC_TIF "7"
|
||||
#define STOCK_FAK_TIF "8"
|
||||
|
||||
|
||||
///订单状态
|
||||
///Order state
|
||||
// 订单状态:
|
||||
// STOCK_ORDER_STATE1=已请求； STOCK_ORDER_STATE2=已排队； STOCK_ORDER_STATE3=部分成交
|
||||
// STOCK_ORDER_STATE4=完全成交；STOCK_ORDER_STATE5=已撤余单；STOCK_ORDER_STATE6=已撤单
|
||||
// STOCK_ORDER_STATE7=指令失败；STOCK_ORDER_STATE8=待送出； STOCK_ORDER_STATE9=待更改；
|
||||
// STOCK_ORDER_STATEA=待撤单
|
||||
// Order state:
|
||||
// STOCK_ORDER_STATE1=requested
|
||||
// STOCK_ORDER_STATE2=be queuing
|
||||
// STOCK_ORDER_STATE3=some orders were closed
|
||||
// STOCK_ORDER_STATE4=full order
|
||||
// STOCK_ORDER_STATE5=the remaining order has been cancelled
|
||||
// STOCK_ORDER_STATE6=order has been cancelled
|
||||
// STOCK_ORDER_STATE7=command failure
|
||||
// STOCK_ORDER_STATE8=the command is waiting to be sent
|
||||
// STOCK_ORDER_STATE9=the command is waiting to be changed
|
||||
// STOCK_ORDER_STATEA=the command is waiting to be cancelled
|
||||
#define STOCK_ORDER_STATE1 "1"
|
||||
#define STOCK_ORDER_STATE2 "2"
|
||||
#define STOCK_ORDER_STATE3 "3"
|
||||
#define STOCK_ORDER_STATE4 "4"
|
||||
#define STOCK_ORDER_STATE5 "5"
|
||||
#define STOCK_ORDER_STATE6 "6"
|
||||
#define STOCK_ORDER_STATE7 "7"
|
||||
#define STOCK_ORDER_STATE8 "8"
|
||||
#define STOCK_ORDER_STATE9 "9"
|
||||
#define STOCK_ORDER_STATEA "A"
|
||||
|
||||
|
||||
// 是否模拟用户：STOCK_IS_SIMULATED_USER=是；STOCK_IS_NOT_SIMULATED_USER or other：不是
|
||||
//Simulated user:
|
||||
// STOCK_IS_SIMULATED_USER=is a simulated user
|
||||
// STOCK_IS_NOT_SIMULATED_USER or other = is not a simulated user
|
||||
#define STOCK_IS_SIMULATED_USER "1"
|
||||
#define STOCK_IS_NOT_SIMULATED_USER "0"
|
||||
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
//// End of Stock define
|
||||
/////////////////////////////////////////////////////////////////////////
|
||||
|
||||
|
||||
|
||||
}
|
||||
|
|
@ -1,11 +0,0 @@
|
|||
package main
|
||||
|
||||
import "git.yhrjkj.com/YuanHong/go_DAAPI/1.18.1.0/market"
|
||||
|
||||
func main() {
|
||||
req := market.NewCMarketReqMarketDataField()
|
||||
defer market.DeleteCMarketReqMarketDataField(req)
|
||||
|
||||
req.SetMarketCount(market.TDAIntType(8))
|
||||
|
||||
}
|
||||
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
|
|
@ -1,16 +0,0 @@
|
|||
/* ----------------------------------------------------------------------------
|
||||
* This file was automatically generated by SWIG (https://www.swig.org).
|
||||
* Version 4.1.1
|
||||
*
|
||||
* Do not make changes to this file unless you know what you are doing - modify
|
||||
* the SWIG interface file instead.
|
||||
* ----------------------------------------------------------------------------- */
|
||||
|
||||
// source: swig.i
|
||||
|
||||
#ifndef SWIG_market_WRAP_H_
|
||||
#define SWIG_market_WRAP_H_
|
||||
|
||||
class Swig_memory;
|
||||
|
||||
#endif
|
||||
|
|
@ -39,7 +39,7 @@ namespace Directaccess {
|
|||
//推送函数
|
||||
public:
|
||||
virtual void OnRtnTrade(CFutureRtnTradeField *pRtnTrade, CFutureRspInfoField *pRspInfo, int iRequestID, bool bIsLast) {}
|
||||
virtual void OnRtnOrder(CFutureRtnOrderField *pRtnOrder, CFutureRspInfoField *pRspInfo, int iRequestID, bool bIsLast) {}
|
||||
virtual void OnRtnOrder(CFutureRtnOrderField *pRtnOrder, CFutureRspInfoField *pRspInfo, int iRequestID, bool bIsLast) {}
|
||||
virtual void OnRtnCapital(CFutureRtnCapitalField *pRtnCapital, CFutureRspInfoField *pRspInfo, int iRequestID, bool bIsLast) {}
|
||||
virtual void OnRtnPosition(CFutureRtnPositionField *pRtnPosition, CFutureRspInfoField *pRspInfo, int iRequestID, bool bIsLast) {}
|
||||
|
||||
|
|
@ -0,0 +1,31 @@
|
|||
package main
|
||||
|
||||
import (
|
||||
"git.yhrjkj.com/YuanHong/go_DAAPI/SDK/1.18.1.0/market"
|
||||
"log"
|
||||
"time"
|
||||
)
|
||||
|
||||
var api market.CMarketApi
|
||||
var notify market.IMarketEvent
|
||||
|
||||
func init() {
|
||||
api = market.CMarketApiCreateMarketApi(true)
|
||||
if api.Swigcptr() == 0 {
|
||||
log.Fatalln("CMarketApiCreateMarketApi failed")
|
||||
}
|
||||
notify = market.NewDirectorIMarketEvent(&MarketEvent{})
|
||||
api.RegisterSpi(notify)
|
||||
|
||||
api.RegisterNameServer("tcp://222.73.119.230:9016")
|
||||
api.SetHeartBeatTimeout(5)
|
||||
|
||||
}
|
||||
|
||||
func main() {
|
||||
api.Init()
|
||||
log.Println("init success")
|
||||
|
||||
time.Sleep(time.Hour * 10)
|
||||
|
||||
}
|
||||
|
|
@ -0,0 +1,92 @@
|
|||
package main
|
||||
|
||||
import (
|
||||
"git.yhrjkj.com/YuanHong/go_DAAPI/SDK/1.18.1.0/market"
|
||||
"log"
|
||||
"time"
|
||||
)
|
||||
|
||||
type MarketEvent struct {
|
||||
}
|
||||
|
||||
func (m MarketEvent) OnFrontConnected() {
|
||||
|
||||
log.Println("OnFrontConnected ")
|
||||
|
||||
time.Sleep(time.Second)
|
||||
req := market.NewCMarketReqUserLoginField()
|
||||
defer market.DeleteCMarketReqUserLoginField(req)
|
||||
|
||||
req.SetUserId("AF00000003")
|
||||
req.SetUserPwd("888888")
|
||||
req.SetAuthorCode("porl99bbo/jrfib5xxgagza5giggzr/u")
|
||||
req.SetMacAddress("song_123")
|
||||
req.SetComputerName("WJQ-PC")
|
||||
req.SetSoftwareName("yuanhong")
|
||||
req.SetSoftwareVersion("2.0.0")
|
||||
req.SetBrokerIDForMarketPrice("porl99bbo")
|
||||
reqId := 0
|
||||
if api.ReqUserLogin(req, reqId) {
|
||||
log.Println("开始登录....")
|
||||
} else {
|
||||
log.Println("登录失败....")
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
func (m MarketEvent) OnFrontDisconnected(arg2 int) {
|
||||
//TODO implement me
|
||||
log.Println("OnFrontDisconnected implement me")
|
||||
}
|
||||
|
||||
func (m MarketEvent) OnHeartBeatWarning(arg2 int) {
|
||||
//TODO implement me
|
||||
//log.Println("OnHeartBeatWarning implement me")
|
||||
}
|
||||
|
||||
func (m MarketEvent) OnRspRawData(arg2 string) {
|
||||
//TODO implement me
|
||||
log.Println("OnRspRawData implement me")
|
||||
}
|
||||
|
||||
func (m MarketEvent) OnRspUserLogin(arg2 market.CMarketRspInfoField, arg3 int, arg4 bool) {
|
||||
if arg2.GetErrorID() != 0 {
|
||||
log.Println("OnRspUserLogin error", arg2.GetErrorMsg())
|
||||
return
|
||||
}
|
||||
log.Println("OnRspUserLogin success")
|
||||
|
||||
req := market.NewCMarketReqMarketDataField()
|
||||
defer market.DeleteCMarketReqMarketDataField(req)
|
||||
req.SetSubscMode(market.DAF_SUB_Append)
|
||||
req.SetMarketType(market.DAF_TYPE_Future)
|
||||
req.SetMarketTrcode([]string{"CME,CL2405"})
|
||||
req.SetMarketCount(1)
|
||||
reqId := 0
|
||||
if api.ReqMarketData(req, reqId) {
|
||||
log.Println("开始订阅....")
|
||||
} else {
|
||||
log.Println("订阅失败....")
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
func (m MarketEvent) OnRspTradeDate(arg2 market.CMarketRspTradeDateField, arg3 market.CMarketRspInfoField, arg4 int, arg5 bool) {
|
||||
//TODO implement me
|
||||
log.Println("OnRspTradeDate implement me")
|
||||
}
|
||||
|
||||
func (m MarketEvent) OnRspBrokerData(arg2 market.CMarketRspBrokerDataField, arg3 market.CMarketRspInfoField, arg4 int, arg5 bool) {
|
||||
//TODO implement me
|
||||
log.Println("OnRspBrokerData implement me")
|
||||
}
|
||||
|
||||
func (m MarketEvent) OnRspMarketData(arg2 market.CMarketRspMarketDataField, arg3 market.CMarketRspInfoField, arg4 int, arg5 bool) {
|
||||
//TODO implement me
|
||||
log.Println("OnRspMarketData implement me")
|
||||
}
|
||||
|
||||
func (m MarketEvent) OnRspUserLogout(arg2 market.CMarketRspInfoField, arg3 int, arg4 bool) {
|
||||
//TODO implement me
|
||||
log.Println("OnRspUserLogout implement me")
|
||||
}
|
||||
File diff suppressed because it is too large
Load Diff
|
|
@ -2,18 +2,17 @@
|
|||
%header%{
|
||||
#include "../include/DADataType.h"
|
||||
#include "../include/DAMarketStruct.h"
|
||||
#include "../include/DAMarketApi.h"
|
||||
using namespace Directaccess;
|
||||
%}
|
||||
|
||||
%include "std_string.i"
|
||||
%include "carrays.i"
|
||||
|
||||
%header%{
|
||||
#include "../include/DADataType.h"
|
||||
#include "../include/DAMarketStruct.h"
|
||||
%}
|
||||
|
||||
//%feature("director") IMarketEvent;
|
||||
%feature("director") IMarketEvent;
|
||||
|
||||
%include "../include/DADataType.h"
|
||||
%include "../include/DAMarketStruct.h"
|
||||
%include "../include/DAMarketApi.h"
|
||||
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
|
|
@ -0,0 +1,61 @@
|
|||
/* ----------------------------------------------------------------------------
|
||||
* This file was automatically generated by SWIG (https://www.swig.org).
|
||||
* Version 4.2.1
|
||||
*
|
||||
* Do not make changes to this file unless you know what you are doing - modify
|
||||
* the SWIG interface file instead.
|
||||
* ----------------------------------------------------------------------------- */
|
||||
|
||||
// source: swig.i
|
||||
|
||||
#ifndef SWIG_market_WRAP_H_
|
||||
#define SWIG_market_WRAP_H_
|
||||
|
||||
class Swig_memory;
|
||||
|
||||
class SwigDirector_IMarketEvent : public Directaccess::IMarketEvent
|
||||
{
|
||||
public:
|
||||
SwigDirector_IMarketEvent(int swig_p);
|
||||
void _swig_upcall_OnFrontConnected() {
|
||||
Directaccess::IMarketEvent::OnFrontConnected();
|
||||
}
|
||||
virtual void OnFrontConnected();
|
||||
void _swig_upcall_OnFrontDisconnected(int iReason) {
|
||||
Directaccess::IMarketEvent::OnFrontDisconnected(iReason);
|
||||
}
|
||||
virtual void OnFrontDisconnected(int iReason);
|
||||
void _swig_upcall_OnHeartBeatWarning(int iTimeLapse) {
|
||||
Directaccess::IMarketEvent::OnHeartBeatWarning(iTimeLapse);
|
||||
}
|
||||
virtual void OnHeartBeatWarning(int iTimeLapse);
|
||||
void _swig_upcall_OnRspRawData(char const *rawData) {
|
||||
Directaccess::IMarketEvent::OnRspRawData(rawData);
|
||||
}
|
||||
virtual void OnRspRawData(char const *rawData);
|
||||
void _swig_upcall_OnRspUserLogin(Directaccess::CMarketRspInfoField *pRspInfo,int iRequestID,bool bIsLast) {
|
||||
Directaccess::IMarketEvent::OnRspUserLogin(pRspInfo,iRequestID,bIsLast);
|
||||
}
|
||||
virtual void OnRspUserLogin(Directaccess::CMarketRspInfoField *pRspInfo,int iRequestID,bool bIsLast);
|
||||
void _swig_upcall_OnRspTradeDate(Directaccess::CMarketRspTradeDateField *pRspTradeDate,Directaccess::CMarketRspInfoField *pRspInfo,int iRequestID,bool bIsLast) {
|
||||
Directaccess::IMarketEvent::OnRspTradeDate(pRspTradeDate,pRspInfo,iRequestID,bIsLast);
|
||||
}
|
||||
virtual void OnRspTradeDate(Directaccess::CMarketRspTradeDateField *pRspTradeDate,Directaccess::CMarketRspInfoField *pRspInfo,int iRequestID,bool bIsLast);
|
||||
void _swig_upcall_OnRspBrokerData(Directaccess::CMarketRspBrokerDataField *pRspBrokerData,Directaccess::CMarketRspInfoField *pRspInfo,int iRequestID,bool bIsLast) {
|
||||
Directaccess::IMarketEvent::OnRspBrokerData(pRspBrokerData,pRspInfo,iRequestID,bIsLast);
|
||||
}
|
||||
virtual void OnRspBrokerData(Directaccess::CMarketRspBrokerDataField *pRspBrokerData,Directaccess::CMarketRspInfoField *pRspInfo,int iRequestID,bool bIsLast);
|
||||
void _swig_upcall_OnRspMarketData(Directaccess::CMarketRspMarketDataField *pRspMarketData,Directaccess::CMarketRspInfoField *pRspInfo,int iRequestID,bool bIsLast) {
|
||||
Directaccess::IMarketEvent::OnRspMarketData(pRspMarketData,pRspInfo,iRequestID,bIsLast);
|
||||
}
|
||||
virtual void OnRspMarketData(Directaccess::CMarketRspMarketDataField *pRspMarketData,Directaccess::CMarketRspInfoField *pRspInfo,int iRequestID,bool bIsLast);
|
||||
void _swig_upcall_OnRspUserLogout(Directaccess::CMarketRspInfoField *pRspInfo,int iRequestID,bool bIsLast) {
|
||||
Directaccess::IMarketEvent::OnRspUserLogout(pRspInfo,iRequestID,bIsLast);
|
||||
}
|
||||
virtual void OnRspUserLogout(Directaccess::CMarketRspInfoField *pRspInfo,int iRequestID,bool bIsLast);
|
||||
private:
|
||||
intgo go_val;
|
||||
Swig_memory *swig_mem;
|
||||
};
|
||||
|
||||
#endif
|
||||
|
|
@ -11,9 +11,9 @@
|
|||
package trade
|
||||
|
||||
/*
|
||||
#define intgo swig_intgo
|
||||
#define intgo swig_intgoCFutureRspTradeField
|
||||
typedef void *swig_voidp;
|
||||
|
||||
OnRspQryTotalPosition
|
||||
#include <stddef.h>
|
||||
#include <stdint.h>
|
||||
|
||||
|
|
@ -5059,6 +5059,8 @@ type CFutureReqOrderModifyField interface {
|
|||
GetOrgOrderLocationID() (_swig_ret string)
|
||||
}
|
||||
|
||||
type CFutureRspOrderModifyField CFutureReqOrderModifyField
|
||||
|
||||
type SwigcptrCFutureReqOrderCancelField uintptr
|
||||
|
||||
func (p SwigcptrCFutureReqOrderCancelField) Swigcptr() uintptr {
|
||||
|
|
@ -7317,6 +7319,8 @@ type CFutureRspTradeField interface {
|
|||
GetErrorDescription() (_swig_ret string)
|
||||
}
|
||||
|
||||
type CFutureRtnTradeField CFutureRspTradeField
|
||||
|
||||
type SwigcptrCFutureQryInstrumentField uintptr
|
||||
|
||||
func (p SwigcptrCFutureQryInstrumentField) Swigcptr() uintptr {
|
||||
|
|
@ -11295,6 +11299,10 @@ type CFutureRtnOrderField interface {
|
|||
GetProfitLoss() (_swig_ret float64)
|
||||
}
|
||||
|
||||
type CFutureRspTotalPositionField CFutureRtnOrderField
|
||||
|
||||
type CFutureRtnPositionField CFutureRtnOrderField
|
||||
|
||||
type SwigcptrCFutureRtnCapitalField uintptr
|
||||
|
||||
func (p SwigcptrCFutureRtnCapitalField) Swigcptr() uintptr {
|
||||
|
|
@ -0,0 +1,51 @@
|
|||
package go_DAAPI
|
||||
|
||||
import "git.yhrjkj.com/YuanHong/go_DAAPI/SDK/1.18.1.0/trade"
|
||||
|
||||
type IFutureEvent interface {
|
||||
//状态函数
|
||||
OnFrontConnected()
|
||||
OnFrontDisconnected(nReason int)
|
||||
OnHeartBeatWarning(nTimeLapse int)
|
||||
|
||||
//请求函数
|
||||
OnRspNeedVerify(bFirstLogin bool, bHasSetQA bool)
|
||||
OnRspUserLogin(pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
OnRspUserLogout(pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
OnRspVerifyCode(pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
OnRspSafeVerify(pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
OnRspSetVerifyQA(pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
|
||||
OnRspAccountRegister(pRspAccount trade.CFutureRspAccountField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
OnRspQuestionAnswer(pRspVersion trade.CFutureRspQuestionField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
OnRspOrderInsert(pRspOrderInsert trade.CFutureRspOrderInsertField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
OnRspOrderModify(pRspOrderModify trade.CFutureRspOrderModifyField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
OnRspOrderCancel(pRspOrderCancel trade.CFutureRspOrderCancelField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
OnRspPasswordUpdate(pRspPasswordUpdate trade.CFutureRspPasswordUpdateField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
|
||||
//推送函数
|
||||
|
||||
OnRtnTrade(pRtnTrade trade.CFutureRtnTradeField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
|
||||
OnRtnOrder(pRtnOrder trade.CFutureRtnOrderField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
|
||||
OnRtnCapital(pRtnCapital trade.CFutureRtnCapitalField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
|
||||
OnRtnPosition(pRtnPosition trade.CFutureRtnPositionField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
|
||||
//查询函数
|
||||
OnRspQryOrder(pRspQryOrder trade.CFutureRspOrderField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
OnRspQryTrade(pRspQryTrade trade.CFutureRspTradeField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
OnRspQryCapital(pRspCapital trade.CFutureRspCapitalField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
OnRspQryVersion(pRspVersion trade.CFutureRspVersionField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
OnRspQryPosition(pRspPosition trade.CFutureRspPositionField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
OnRspQryCurrency(pRspCurrency trade.CFutureRspCurrencyField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
OnRspQryExchange(pRspExchange trade.CFutureRspExchangeField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
OnRspQryStrategy(pRspStrategy trade.CFutureRspStrategyField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
OnRspQryCommodity(pRspCommodity trade.CFutureRspCommodityField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
OnRspQryInstrument(pRspInstrument trade.CFutureRspInstrumentField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
OnRspQryExchangeTime(OnRspQryExchangeTimeField trade.CFutureRspExchangeTimeField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
OnRspQryCommodityTime(pRspCommodityTime trade.CFutureRspCommodityTimeField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
OnRspQryTotalPosition(pRspTotalPosition trade.CFutureRspTotalPositionField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
OnRspQryStrategyDetail(pRspStrategyDetail trade.CFutureRspStrategyDetailField, pRspInfo trade.CFutureRspInfoField, nRequestID int, bIsLast bool)
|
||||
}
|
||||
|
|
@ -0,0 +1,17 @@
|
|||
package go_DAAPI
|
||||
|
||||
import "git.yhrjkj.com/YuanHong/go_DAAPI/SDK/1.18.1.0/market"
|
||||
|
||||
type IMarketEvent interface {
|
||||
OnFrontConnected()
|
||||
OnFrontDisconnected(iReason int)
|
||||
OnHeartBeatWarning(iTimeLapse int)
|
||||
|
||||
OnRspRawData(rawData []byte)
|
||||
|
||||
OnRspUserLogin(pRspInfo market.CMarketRspInfoField, requestId int, isLast bool)
|
||||
OnRspUserLogout(pRspInfo market.CMarketRspInfoField, requestId int, isLast bool)
|
||||
OnRspTradeDate(pRspTradeDate market.CMarketRspTradeDateField, pRspInfo market.CMarketRspInfoField, requestId int, isLast bool)
|
||||
OnRspBrokerData(pRspBrokerData market.CMarketRspBrokerDataField, pRspInfo market.CMarketRspInfoField, requestId int, isLast bool)
|
||||
OnRspMarketData(pRspMarketData market.CMarketRspMarketDataField, pRspInfo market.CMarketRspInfoField, requestId int, isLast bool)
|
||||
}
|
||||
|
|
@ -0,0 +1,7 @@
|
|||
package go_DAAPI
|
||||
|
||||
import "git.yhrjkj.com/YuanHong/go_DAAPI/SDK/1.18.1.0/market"
|
||||
|
||||
type MarketApi struct {
|
||||
api market.CMarketApi
|
||||
}
|
||||
Loading…
Reference in New Issue